Kunsthall Stavanger was founded in 1865 by a group of dedicated citizens under its original name, Stavanger kunstforening (Stavanger Art Association). There were 62 original members, with consul and amateur artist Jens Zetlitz Kielland serving as the organization’s first chairman. In 1925, the association opened its official building under King Haakon VII, as part of Stavanger's 800th anniversary celebrations.
Stavanger Art Association’s mission was to promote and support visual arts by acquiring paintings from their exhibitions. These works were then included in the association’s collection or given to the members in a lottery at the end of each year. Over time, the association built a prominent collection including paintings by Kitty Kielland, Harriet Backer, Carl Sundt Hansen, and Norway's most important series of works by Lars Hertervig, among many others. The collection of over 300 artworks was named Stavanger Faste Galleri and converted into a foundation in 1965. The growing collection eventually outgrew its original space, and in 1992 Stavanger Faste Galleri became Rogaland Art Museum (now Stavanger Art Museum). The museum and its collection moved into a new building, which provided 900 square feet of temporary exhibition space at Stavanger kunstforening.
In 2012, Stavanger kunstforening’s board and General Assembly decided to change the association’s name and its operations, and become a kunsthall with an international program. The association reopened as Kunsthall Stavanger in 2013, first with a new website featuring digital art projects, then with an exhibition by Lina Viste Grønli.